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| 測定誤差を伴うベイズネットワーク× | 測定誤差を伴うMCMC× | |
|---|---|---|
| 分野 | ベイズ | ベイズ |
| 系統 | Bayesian methods | Bayesian methods |
| 提唱年≠ | 1988 (Bayesian networks); measurement-error extension: 1990s | 1993 |
| 提唱者≠ | Judea Pearl (Bayesian networks); measurement-error extension developed in epidemiology and psychometrics through the 1990s–2000s | Richardson & Gilks; Carroll, Ruppert & Stefanski |
| 種類≠ | Probabilistic graphical model with latent variables | Bayesian computational estimation |
| 原典≠ | Pearl, J. (1988). Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. Morgan Kaufmann. ISBN: 978-1558604797 | Carroll, R. J., Ruppert, D., Stefanski, L. A. & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886334 |
| 別名 | BN-ME, errors-in-variables Bayesian network, Bayesian graphical model with measurement error, latent variable Bayesian network | MCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variables |
| 関連≠ | 5 | 6 |
| 概要≠ | A Bayesian network with measurement error is a probabilistic directed acyclic graphical model in which one or more node variables are observed with error rather than exactly. Latent true-value nodes are introduced for mismeasured variables, and the model jointly infers the network's conditional probability parameters and the unobserved true values from the noisy observations. | MCMC with measurement error applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for the fact that covariates or outcomes are observed with error. By treating the true, unobserved values as latent variables and sampling their joint posterior alongside all other parameters, the method corrects for attenuation bias and produces valid inference even when some variables cannot be measured exactly. |
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